Login / Signup
Bounds on the Covariance Matrix of a Class of Kalman-Bucy Filters for Systems with Non-Linear Dynamics.
Toni Karvonen
Silvere Bonnabel
Eric Moulines
Simo Särkkä
Published in:
CDC (2018)
Keyphrases
</>
covariance matrix
covariance matrices
sample size
multivariate gaussian
objective function
principal component analysis
geometrical interpretation
multivariate normal
machine learning
lower bound
upper bound
edge detection
pseudo inverse